Stephen was named after his father's colleague David Rossi, whose middle name is Stephen. As he grew up, he became estranged from Gideon, feeling that his father preferred his job over him and even regretted having a child. He was mentioned in the Season One episode Blood Hungry, where Gideon, having had concerns about their relationship, calls him after a case, signifying a possible change in their current relationship. He was also mentioned in the Season One episode Riding the Lightning.

He finally made a physical appearance ten seasons later, in the episode Nelson's Sparrow. In the wake of Gideon's murder at the hands of a serial killer in Roanoke, Virginia, Stephen rushes to the crime scene and is visibly distraught by the news. He is interrogated by Hotch, who asks if Gideon mentioned any recent enemies, but Stephen cannot verify anyone who would have a grudge against his father. Later on, his father's murderer is tracked down and killed. He is then seen at the end of the episode, when Rossi consoles him and tells him that if he needs any help, he should call him.